Implementation of a projection and rescaling algorithm for second-order conic feasibility problems

DOI10.1080/10556788.2022.2119234OpenAlexW4302306932MaRDI QIDQ5882232

Negar Soheili, Javier F. Peña

Publication date: 15 March 2023

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2022.2119234

zbMATH Keywords

rescalingprojectionconditioningpython

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

Uses Software

• Gurobi
• Mosek
• ECOS
• Python
• SCS

Cites Work

• Unnamed Item
• A polynomial projection algorithm for linear feasibility problems
• Second-order cone programming
• Solving conic systems via projection and rescaling
• An improved deterministic rescaling for linear programming algorithms
• An Efficient Rescaled Perceptron Algorithm for Conic Systems
• Rescaled Coordinate Descent Methods for Linear Programming
• An extension of Chubanov's polynomial-time linear programming algorithm to second-order cone programming
• An improved version of Chubanov's method for solving a homogeneous feasibility problem
• Rescaling Algorithms for Linear Conic Feasibility
• Computational performance of a projection and rescaling algorithm
• Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems
• A simple polynomial-time rescaling algorithm for solving linear programs
• A deterministic rescaled perceptron algorithm

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